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developers:fixapi.securitydefinition [2025/08/13 12:13] – created robdevelopers:fixapi.securitydefinition [2025/08/13 12:52] (current) – rob
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 ====== Security Definition ====== ====== Security Definition ======
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-The Security Definition message (**Tag 35=d**) is used to define the characteristics of exchanges, contracts, and specific instruments (markets). The T4 FIX API returns this message as a result of queries performed with the Security Definition Request message.+===== Defining Instruments ===== 
 +The Security Definition message (Tag 35=d) is used to define the characteristics of exchanges, contracts, and specific instruments (markets). The T4 FIX API returns this message as a result of queries performed with the Security Definition Request message.
  
 The Security Definition message includes a complete description of securities by providing Exchange identifier, Contract identifier, Market identifier, pricing, minimum trading volumes, minimum price amount (including Variable Tick Tables), quantity leg ratios, buy/sell sides, put/call type, strikes, etc. This message also enumerates lists of exchanges, contracts within an exchange, and markets for a specific contract. The Security Definition message includes a complete description of securities by providing Exchange identifier, Contract identifier, Market identifier, pricing, minimum trading volumes, minimum price amount (including Variable Tick Tables), quantity leg ratios, buy/sell sides, put/call type, strikes, etc. This message also enumerates lists of exchanges, contracts within an exchange, and markets for a specific contract.
  
 ===== Message Dictionary ===== ===== Message Dictionary =====
-^ Tag ^ Field Name ^ Req'd ^ Comments |+^ Tag ^ Field Name ^ Req'd ^ Comments ^
 | Standard Header | Y | MsgType = d | | Standard Header | Y | MsgType = d |
 | 320 | SecurityReqID | Y | Security Definition Request identifier. Must be unique to distinguish security definition requests. | | 320 | SecurityReqID | Y | Security Definition Request identifier. Must be unique to distinguish security definition requests. |
 | 322 | SecurityResponseID | Y | ID of current Security Definition message. | | 322 | SecurityResponseID | Y | ID of current Security Definition message. |
-| 323 | SecurityResponseType | Y | Type of Security Definition message response:<br/>4 = List of Securities returned per request.<br/>5 = Reject Security Proposal. Security Definition Requests not Enabled (in Logon message). |+| 323 | SecurityResponseType | Y | Type of Security Definition message response. The following values can be used:<br>4 = List of Securities returned per request.<br>5 = Reject Security Proposal. Security Definition Requests not Enabled (in Logon message). |
 | 911 | TotNumReports | N | Total number of Security Definitions associated with its Security Definition Request. | | 911 | TotNumReports | N | Total number of Security Definitions associated with its Security Definition Request. |
 | 207 | SecurityExchange | N | Exchange. This is the T4 Exchange ID. | | 207 | SecurityExchange | N | Exchange. This is the T4 Exchange ID. |
 | 55 | Symbol | N | Contract within an Exchange. This is the T4 Contract ID. | | 55 | Symbol | N | Contract within an Exchange. This is the T4 Contract ID. |
-| 48 | SecurityID | N | Market (Security) for a given Contract. This is the T4 Market ID. | +| 48 | SecurityID | N | Market (i.e. Security) for a given Contract. This is the T4 Market ID. | 
-| 107 | SecurityDesc | N | Security Description. May also refer to contracts (Get Contract IDs) or exchanges (Get Exchange IDs). | +| 107 | SecurityDesc | N | Security Description. The description may also refer to contracts (for Get Contract IDs requests) or exchanges (for Get Exchange IDs requests). | 
-| 200 | MaturityMonthYear | N | Month and year of maturity. Format: YYYYMM. | +| 200 | MaturityMonthYear | N | Specifies the month and year of maturity. Format YYYYMM. | 
-| 205 | MaturityDay | N | Last Trading day for the current market. | +| 205 | MaturityDay | N | Maturity Day. Last Trading day for the current market. | 
-| 562 | MinTradeVol | N | Minimum trading volume for the security. | +| 562 | MinTradeVol | N | The minimum trading volume for the security. | 
-| 969 | MinPriceAmount | N | Minimum price movement in this market (372=D only). | +| 969 | MinPriceAmount | N | The minimum price movement in this market. Only present if you login with 372=D. | 
-| 9850 | MinCabPrice | N | Minimum cab price for this market (372=D only). | +| 9850 | MinCabPrice | N | The minimum cab price for this market. Only present if you login with 372=D. | 
-| 6350 | TickRule | N | Variable tick table definition (e.g., `5;P<-500=25;p>500=25`). | +| 6350 | TickRule | N | The variable tick table definition. (e.g. 5;P<-500=25;p>500=25 indicates a minimum price increment of 5 except when prices are below -500 and above 500 for which a minimum price increment of 25 is applied). Only present if you login with 372=D. | 
-| 9800 | PriceDisplayFormat | N | Decimal places in a price for this market (372=D only). | +| 9800 | PriceDisplayFormat | N | The number of decimal places in a price for this market. Only present if you login with 372=D. | 
-| 5770 | PriceRatio | N | Obsolete. Ratio as fraction of Numerator/Denominator. | +| 5770 | PriceRatio | N | Obsolete. Price Ratio as a fraction of Numerator to Denominator. Reduced Ticks Spreads also provide ratios as delineated with the RTS acronym. | 
-| 1146 | MinPriceIncrementAmount | N | Currency value of min price increment (or tick table). | +| 1146 | MinPriceIncrementAmount | N | If you login with 372=D then this is always the currency value of the minimum price increment. Otherwise it is either currency value of the minimum price increment, or the Variable Tick Table (e.g. 5;P<-500=25;p>500=25 indicates a minimum price increment of 5 except when prices are below -500 and above 500 for which a minimum price increment of 25 is applied). | 
-| 201 | PutOrCall | N | Put/Call (Options only):<br/>0 = Put<br/>1 = Call | +| 201 | PutOrCall | N | Put Or Call identifier (for Options Security Type). The following values can be used:<br>0 = Put<br>1 = Call | 
-| 202 | StrikePrice | N | Strike Price (Options only). | +| 202 | StrikePrice | N | Strike Price (for Options Security Type). | 
-| 167 | SecurityType | N | Type of security:<br/>FUT = Futures<br/>OPT = Options<br/>STK = Stock<br/>SYN = Synthetic<br/>BIN = Binary Option | +| 167 | SecurityType | N | Indicates type of security. Valid values are:<br>FUT = Futures<br>OPT = Options<br>STK = Stock<br>SYN = Synthetic<br>BIN = Binary Option | 
-| 762 | SecuritySubType | N | Further describes the security. See table below. | +| 762 | SecuritySubType | N | Security SubType that further describes the security. The following values can be used: 0 = None (outright), 1 = Calendar Spread, 2 = RT Calendar Spread, ... 74 = Treasury Tail | 
-| 40 | OrdType | N | Supported T4 Order Types as bitwise integer mask. |+| 40 | OrdType | N | T4 Order Types supported by this market. Order Types are provided as a bitwise logically-AND-ed (unsigned) integer. The integer masks for the T4 Order Types are:<br>0 = Market is view only<br>1 = Market orders<br>2 = Limit<br>4 = Stop Market ... 131072 = RFQ |
 | 15 | Currency | N | Currency of Market Prices. | | 15 | Currency | N | Currency of Market Prices. |
 +| 864 | NoEvents | N | Number of events for contract. |
 +| 865 | EventType | N | Type of Event. The following values are allowed:<br>1 = Day Change Time<br>2 = Day Change Time Exceptions. Days and Times for which the Day Change Time is exempted. |
 +| 866 | EventDate | N | Date of the event. |
 +| 1145 | EventTime | N | Time of the event (in local CST Time or string for Day Change Time Exceptions i.e. Tag 865=2). |
 +| 555 | NoLegs | N | Number of legs of multi-legged strategy. Must be provided if number of legs is greater than 1. |
 +| 600 | LegSymbol | N | Individual leg Contract for multi-leg instrument. This is the T4 Contract ID for this leg. It must be the first tag of this group. |
 +| 623 | LegRatioQty | N | Individual leg Quantity Ratio. A negative value indicates a LegSide of Sell. |
 +| 624 | LegSide | N | Individual leg Side. Valid Values are:<br>1 = Buy<br>2 = Sell |
 +| 609 | LegSecurityType | N | Individual leg Security Type. Valid values are:<br>FUT = Futures<br>OPT = Options |
 +| 602 | LegSecurityID | N | Individual leg Security (Market) identifier for multi-leg instrument. This is T4 Market ID for this leg. |
 +| 556 | LegCurrency | N | Individual leg Currency for multi-leg instrument. |
 +| 610 | LegMaturityMonthYear | N | Individual leg instrument maturity. Format YYYYMM. |
 +| 612 | LegStrikePrice | N | Individual leg strike (for Options Security Type). |
 +| 1358 | LegPutOrCall | N | Individual leg Put or Call (for Options Security Type). Valid values are:<br>0 = Put<br>1 = Call |
 +| 616 | LegSecurityExchange | N | Individual leg Exchange. This is the T4 Exchange ID for this leg. |
 +| 620 | LegSecurityDesc | N | Individual leg instrument description. |
 +| 454 | NoSecurityAltID | N | Number of Alternate Security Identifiers. |
 +| 455 | SecurityAltID | N | Alternate Security Identifier. |
 +| 456 | SecurityAltIDSource | N | Identifies class or source of the SecurityAltID (Tag 455). The following values are allowed:<br>8 = Exchange<br>M = Market Place Assigned |
 +| Standard Trailer | Y | |
  
 ===== Valid Values for SecuritySubType (Tag 762) ===== ===== Valid Values for SecuritySubType (Tag 762) =====
 ^ Code ^ Description ^ ^ Code ^ Description ^
-| 0  | None (outright) |+| 0  | None (Outrights) |
 | 1  | Calendar Spread | | 1  | Calendar Spread |
 | 2  | RT Calendar Spread | | 2  | RT Calendar Spread |
 | 3  | Inter Contract Spread | | 3  | Inter Contract Spread |
-| 4  | Butterfly | +| 4  | Butterfly Spread | 
-| 5  | Condor | +| 5  | Condor Spread | 
-| 6  | Double Butterfly | +| 6  | Pack Spread | 
-| 7  | Horizontal | +| 7  | Bundle Spread | 
-| 8  | Bundle | +| 8  | Inter Exchange Spread | 
-| 9  | Month vs Pack | +| 9  | Crack Spread | 
-| 10 | Pack | +| 10 | Spark Spread | 
-| 11 | Pack Spread | +| 11 | Crush Spread | 
-| 12 | Pack Butterfly | +| 12 | Reverse Crush Spread | 
-| 13 | Bundle Spread | +| 13 | Strip | 
-| 14 | Strip | +| 14 | Straddle | 
-| 15 | Crack | +| 15 | Strangle | 
-| 16 | Treasury Spread | +| 16 | Guts | 
-| 17 | Crush | +| 17 | Synthetics | 
-| 18 | None | +| 18 | Combo | 
-| 19 | Threeway | +| 19 | Vertical Spread | 
-| 20 | Threeway Straddle vs Call | +| 20 | Horizontal Spread | 
-| 21 | Threeway Straddle vs Put | +| 21 | Diagonal Spread | 
-| 22 | Box | +| 22 | Ratio Spread | 
-| 23 | Christmas Tree | +| 23 | Back Spread | 
-| 24 | Conditional Curve | +| 24 | Covered Call | 
-| 25 | Double | +| 25 | Covered Put | 
-| 26 | Horizontal Straddle | +| 26 | Married Put | 
-| 27 | Iron Condor | +| 27 | Collar | 
-| 28 | Ratio 1x2 | +| 28 | Fence | 
-| 29 | Ratio 1x3 | +| 29 | Conversion | 
-| 30 | Ratio 2x3 | +| 30 | Reverse Conversion | 
-| 31 | Risk Reversal | +| 31 | Box Spread | 
-| 32 | Straddle Strip | +| 32 | Jelly Roll | 
-| 33 | Straddle | +| 33 | Iron Condor | 
-| 34 | Strangle | +| 34 | Iron Butterfly | 
-| 35 | Vertical | +| 35 | Ladder | 
-| 36 | Jelly Roll | +| 36 | Seagull | 
-| 37 | Iron Butterfly | +| 37 | Strip (Option Strategy) | 
-| 38 | Guts | +| 38 | Strap | 
-| 39 | Generic | +| 39 | Synthetic Long Stock | 
-| 40 | Diagonal | +| 40 | Synthetic Short Stock | 
-| 41 | Covered Threeway | +| 41 | Synthetic Long Future | 
-| 42 | Covered Threeway Straddle vs Call | +| 42 | Synthetic Short Future | 
-| 43 | Covered Threeway Straddle vs Put | +| 43 | Reversal | 
-| 44 | Covered Box | +| 44 | Risk Reversal | 
-| 45 | Covered Christmas Tree | +| 45 | Calendar Butterfly | 
-| 46 | Covered Conditional Curve | +| 46 | Calendar Condor | 
-| 47 | Covered Double | +| 47 | Calendar Straddle | 
-| 48 | Covered Horizontal Straddle | +| 48 | Calendar Strangle | 
-| 49 | Covered Iron Condor | +| 49 | Diagonal Butterfly | 
-| 50 | Covered Ratio 1x2 | +| 50 | Diagonal Condor | 
-| 51 | Covered Ratio 1x3 | +| 51 | Diagonal Straddle | 
-| 52 | Covered Ratio 2x3 | +| 52 | Diagonal Strangle | 
-| 53 | Covered Risk Reversal | +| 53 | Horizontal Butterfly | 
-| 54 | Covered Straddle Strip | +| 54 | Horizontal Condor | 
-| 55 | Covered Straddle | +| 55 | Horizontal Straddle | 
-| 56 | Covered Strangle | +| 56 | Horizontal Strangle | 
-| 57 | Covered Vertical | +| 57 | Ratio Butterfly | 
-| 58 | Covered Jelly Roll | +| 58 | Ratio Condor | 
-| 59 | Covered Iron Butterfly | +| 59 | Ratio Straddle | 
-| 60 | Covered Guts | +| 60 | Ratio Strangle | 
-| 61 | Covered Generic | +| 61 | Vertical Butterfly | 
-| 62 | Covered Diagonal | +| 62 | Vertical Condor | 
-| 63 | Covered Butterfly | +| 63 | Vertical Straddle | 
-| 64 | Covered Condor | +| 64 | Vertical Strangle | 
-| 65 | Covered Horizontal | +| 65 | Box (Synthetic Arbitrage) | 
-| 66 | Covered Strip | +| 66 | Diagonal Box | 
-| 67 | Covered Option | +| 67 | Horizontal Box | 
-| 68 | Balanced Strip | +| 68 | Ratio Box | 
-| 69 | Unbalanced Strip |+| 69 | Vertical Box |
 | 70 | Inter Contract Strip | | 70 | Inter Contract Strip |
-| 71 | Invoice Swap | 
-| 72 | Interest Rate Swap | 
-| 73 | Average Price Strip | 
-| 74 | Treasury Tail | 
  
-===== Repeating Groups ===== +===== Valid Values for OrdType (Tag 40) ===== 
-**Events** +^ Code ^ Description ^ 
-^ Tag ^ Field Name ^ Req'd ^ Comments | +| 0       | Market is view only | 
-| 864 | NoEvents | N | Number of events for contract. | +| 1       | Market orders | 
-| 865 | EventType | N | Event type:<br/>1 = Day Change Time<br/>2 = Day Change Time Exceptions | +| 2       | Limit orders | 
-| 866 | EventDate | N | Event date. | +| 4       | Stop Market | 
-| 1145 | EventTime | N | Event time (local CST) or string for exceptions. |+| 8       | Stop Limit | 
 +| 16      | MarketOnOpen | 
 +| 32      | ImmediateAndCancel | 
 +| 64      | CompleteVolume | 
 +| 128     | StatusRequest | 
 +| 256     | StopSameLimit | 
 +| 512     | GoodTillCancelled | 
 +| 1024    | MarketOnClose | 
 +| 2048    | MarketModeReliable. Whether or not the market mode values are reliable for this market. | 
 +| 4096    | ImpliedMatching. Whether implied orders will match at the exchange or not | 
 +| 8192    | MaxShow. Iceberg order type | 
 +| 16384   | NoQuotes. This market does not provide any quotes | 
 +| 32768   | NoStrategyLegFills. This market does not provide strategy leg fills | 
 +| 65536   | NoDayOrders. This market does not support day orders (Time-In-Force) | 
 +| 131072  | RFQ. This market supports RFQ's |
  
-**Legs** +===== Sample Messages =====
-^ Tag ^ Field Name ^ Req'd ^ Comments | +
-| 555 | NoLegs | N | Number of legs (if > 1). | +
-| 600 | LegSymbol | N | T4 Contract ID for leg (first tag in group). | +
-| 623 | LegRatioQty | N | Quantity ratio (negative = Sell). | +
-| 624 | LegSide | N | 1 = Buy<br/>2 = Sell | +
-| 609 | LegSecurityType | N | FUT = Futures<br/>OPT = Options | +
-| 602 | LegSecurityID | N | T4 Market ID for leg. | +
-| 556 | LegCurrency | N | Currency for leg. | +
-| 610 | LegMaturityMonthYear | N | Format YYYYMM. | +
-| 612 | LegStrikePrice | N | Strike (Options only). | +
-| 1358 | LegPutOrCall | N | 0 = Put<br/>1 = Call | +
-| 616 | LegSecurityExchange | N | T4 Exchange ID for leg. | +
-| 620 | LegSecurityDesc | N | Leg description. |+
  
-**Alternate Security IDs** +===== Sample Message for an Outright ===== 
-^ Tag ^ Field Name ^ Req'd ^ Comments | +<code> 
-| 454 | NoSecurityAltID | N | Number of Alternate Security IDs. | +<< 4/14/2014 2:06:21 PM  [fixsecuritydefinition] 34=37|49=T4|56=T4Example|50=T4FIX|52=20140414-19:06:48.230|320=sc-444-14:06:20.9531947|322=sd-4/14/2014 2:06:48 PM|323=4|911=1|55=ES|107=SIM:E-mini S&P 500 Jun14|48=CME_20140600_ESM4|40=2083|207=CME_Eq|200=201406|205=20|167=FUT|762=0|562=1|15=USD|1146=12.5|5770=25/1| 
-| 455 | SecurityAltID | N | Alternate Security Identifier. | +[FIXSECURITYDEFINITION] 
-| 456 | SecurityAltIDSource | N | Source of SecurityAltID:<br/>8 = Exchange<br/>M = Marketplace Assigned |+[MsgSeqNum] 34 = 37 
 +[SenderCompID] 49 = T4 
 +[TargetCompID] 56 = T4Example 
 +[SenderSubID] 50 = T4FIX 
 +[SendingTime] 52 = 20140414-19:06:48.230 
 +[SecurityReqID] 320 = sc-444-14:06:20.9531947 
 +[SecurityResponseID] 322 = sd-4/14/2014 2:06:48 PM 
 +[SecurityResponseType] 323 = 4 (LIST_OF_SECURITIES_RETURNED_PER_REQUEST) 
 +[TotNumReports] 911 = 1 
 +[Symbol] 55 = ES 
 +[SecurityDesc] 107 = SIM:E-mini S&P 500 Jun14 
 +[SecurityID] 48 = CME_20140600_ESM4 
 +[OrdType] 40 = 2083 (MARKET | LIMIT | IMMEDIATEANDCANCEL | MARKETMODERELIABLE) 
 +[SecurityExchange] 207 = CME_Eq 
 +[MaturityMonthYear] 200 = 201406 
 +[MaturityDay] 205 = 20 
 +[SecurityType] 167 = FUT (FUTURE) 
 +[SecuritySubType] 762 = 0 (NONE) 
 +[MinTradeVol] 562 = 1 
 +[Currency] 15 = USD 
 +[MinPriceIncrementAmount] 1146 = 12.5 
 +[PriceRatio] 5770 = 25/1 
 +</code> 
 + 
 +===== Sample Message for a Calendar Spread ===== 
 +<code> 
 +<< 4/14/2014 2:08:37 PM  [fixsecuritydefinition] 34=43|49=T4|56=T4Example|50=T4FIX|52=20140414-19:09:04.497|320=sc-89-14:08:37.2241156|322=sd-4/14/2014 2:09:04 PM|323=4|911=10|55=ES|107=SIM:E-mini S&P 500 -Jun14+Sep14|48=CME_20140600_ESM4-ESU4|40=2083|207=CME_Eq|200=201406|205=20|167=FUT|762=1|562=1|15=USD|1146=2.5|5770=5/1|555=2|600=ES|623=-1|624=2|609=FUT|602=CME_20140600_ESM4|556=USD|610=201406|616=CME_Eq|620=SIM:E-mini S&P 500 Jun14|600=ES|623=1|624=1|609=FUT|602=CME_20140900_ESU4|556=USD|610=201409|616=CME_Eq|620=SIM:E-mini S&P 500 Sep14| 
 +[FIXSECURITYDEFINITION] 
 +[MsgSeqNum] 34 = 43 
 +[SenderCompID] 49 = T4 
 +[TargetCompID] 56 = T4Example 
 +[SenderSubID] 50 = T4FIX 
 +[SendingTime] 52 = 20140414-19:09:04.497 
 +[SecurityReqID] 320 = sc-89-14:08:37.2241156 
 +[SecurityResponseID] 322 = sd-4/14/2014 2:09:04 PM 
 +[SecurityResponseType] 323 = 4 (LIST_OF_SECURITIES_RETURNED_PER_REQUEST) 
 +[TotNumReports] 911 = 10 
 +[Symbol] 55 = ES 
 +[SecurityDesc] 107 = SIM:E-mini S&P 500 -Jun14+Sep14 
 +[SecurityID] 48 = CME_20140600_ESM4-ESU4 
 +[OrdType] 40 = 2083 (MARKET | LIMIT | IMMEDIATEANDCANCEL | MARKETMODERELIABLE) 
 +[SecurityExchange] 207 = CME_Eq 
 +[MaturityMonthYear] 200 = 201406 
 +[MaturityDay] 205 = 20 
 +[SecurityType] 167 = FUT (FUTURE) 
 +[SecuritySubType] 762 = 1 (CALENDAR_SPREAD) 
 +[MinTradeVol] 562 = 1 
 +[Currency] 15 = USD 
 +[MinPriceIncrementAmount] 1146 = 2.5 
 +[PriceRatio] 5770 = 5/1 
 +[NoLegs] 555 = 2 
 +[LegSymbol] 600 = ES 
 +[LegRatioQty] 623 = -1 
 +[LegSide] 624 = 2 (SELL) 
 +[LegSecurityType] 609 = FUT 
 +[LegSecurityID] 602 = CME_20140600_ESM4 
 +[LegCurrency] 556 = USD 
 +[LegMaturityMonthYear] 610 = 201406 
 +[LegSecurityExchange] 616 = CME_Eq 
 +[LegSecurityDesc] 620 = SIM:E-mini S&P 500 Jun14 
 +[LegSymbol] 600 = ES 
 +[LegRatioQty] 623 = 1 
 +[LegSide] 624 = 1 (BUY) 
 +[LegSecurityType] 609 = FUT 
 +[LegSecurityID] 602 = CME_20140900_ESU4 
 +[LegCurrency] 556 = USD 
 +[LegMaturityMonthYear] 610 = 201409 
 +[LegSecurityExchange] 616 = CME_Eq 
 +[LegSecurityDesc] 620 = SIM:E-mini S&P 500 Sep14 
 +</code> 
 + 
 +===== Sample Message for a (Call) Option ===== 
 +<code> 
 +<< 4/14/2014 2:11:39 PM  [fixsecuritydefinition] 34=197|49=T4|56=T4Example|50=T4FIX|52=20140414-19:11:41.544|320=sc-58-14:11:14.2592712|322=sd-4/14/2014 2:11:41 PM|323=4|911=235|55=ES|107=SIM:E-mini S&P 500 Jun14 181000C|48=CME_20140600_ESM4 C1810|40=2082|207=CME_EqOp|200=201406|205=20|167=OPT|762=0|201=1|202=181000|562=1|15=USD|1146=5;P<-500=25;P>500=25;|5770=5/1| 
 +[FIXSECURITYDEFINITION] 
 +[MsgSeqNum] 34 = 197 
 +[SenderCompID] 49 = T4 
 +[TargetCompID] 56 = T4Example 
 +[SenderSubID] 50 = T4FIX 
 +[SendingTime] 52 = 20140414-19:11:41.544 
 +[SecurityReqID] 320 = sc-58-14:11:14.2592712 
 +[SecurityResponseID] 322 = sd-4/14/2014 2:11:41 PM 
 +[SecurityResponseType] 323 = 4 (LIST_OF_SECURITIES_RETURNED_PER_REQUEST) 
 +[TotNumReports] 911 = 235 
 +[Symbol] 55 = ES 
 +[SecurityDesc] 107 = SIM:E-mini S&P 500 Jun14 181000C 
 +[SecurityID] 48 = CME_20140600_ESM4 C1810 
 +[OrdType] 40 = 2082 (LIMIT | IMMEDIATEANDCANCEL | MARKETMODERELIABLE) 
 +[SecurityExchange] 207 = CME_EqOp 
 +[MaturityMonthYear] 200 = 201406 
 +[MaturityDay] 205 = 20 
 +[SecurityType] 167 = OPT (OPTION) 
 +[SecuritySubType] 762 = 0 (NONE) 
 +[PutOrCall] 201 = 1 (CALL) 
 +[StrikePrice] 202 = 181000 
 +[MinTradeVol] 562 = 1 
 +[Currency] 15 = USD 
 +[MinPriceIncrementAmount] 1146 = 5;P<-500=25;P>500=25; 
 +[PriceRatio] 5770 = 5/1 
 +</code>
  
-| Standard Trailer | Y |  |+===== Sample Message for multi-leg strategy (Straddle) ===== 
 +<code> 
 +<< 4/14/2014 2:16:42 PM  [fixsecuritydefinition] 34=393|49=T4|56=T4Example|50=T4FIX|52=20140414-19:16:52.018|320=sc-282-14:16:24.7411475|322=sd-4/14/2014 2:16:52 PM|323=4|911=165|55=ES|107=SIM:E-mini S&P 500 Straddle +Jun14 181000C+(181000P)|48=XCME_EqOp ES (M14C 181000)(M14P 181000)|40=2082|207=CME_EqOp|200=201406|205=20|167=OPT|762=33|562=1|15=USD|1146=5;P<-500=25;P>500=25;|5770=5/1|555=2|600=ES|623=1|624=1|609=OPT|602=CME_20140600_ESM4 C1810|556=USD|610=201406|612=181000|1358=1|616=CME_EqOp|620=SIM:E-mini S&P 500 Jun14 181000C|600=ES|623=1|624=1|609=OPT|602=CME_20140600_ESM4 P1810|556=USD|610=201406|612=181000|1358=0|616=CME_EqOp|620=SIM:E-mini S&P 500 Jun14 181000P| 
 +[FIXSECURITYDEFINITION] 
 +[MsgSeqNum] 34 = 393 
 +[SenderCompID] 49 = T4 
 +[TargetCompID] 56 = T4Example 
 +[SenderSubID] 50 = T4FIX 
 +[SendingTime] 52 = 20140414-19:16:52.018 
 +[SecurityReqID] 320 = sc-282-14:16:24.7411475 
 +[SecurityResponseID] 322 = sd-4/14/2014 2:16:52 PM 
 +[SecurityResponseType] 323 = 4 (LIST_OF_SECURITIES_RETURNED_PER_REQUEST) 
 +[TotNumReports] 911 = 165 
 +[Symbol] 55 = ES 
 +[SecurityDesc] 107 = SIM:E-mini S&P 500 Straddle +Jun14 181000C+(181000P) 
 +[SecurityID] 48 = XCME_EqOp ES (M14C 181000)(M14P 181000) 
 +[OrdType] 40 = 2082 (LIMIT | IMMEDIATEANDCANCEL | MARKETMODERELIABLE) 
 +[SecurityExchange] 207 = CME_EqOp 
 +[MaturityMonthYear] 200 = 201406 
 +[MaturityDay] 205 = 20 
 +[SecurityType] 167 = OPT (OPTION) 
 +[SecuritySubType] 762 = 33 (STRADDLE) 
 +[MinTradeVol] 562 = 1 
 +[Currency] 15 = USD 
 +[MinPriceIncrementAmount] 1146 = 5;P<-500=25;P>500=25; 
 +[PriceRatio] 5770 = 5/1 
 +[NoLegs] 555 = 2 
 +[LegSymbol] 600 = ES 
 +[LegRatioQty] 623 = 1 
 +[LegSide] 624 = 1 (BUY) 
 +[LegSecurityType] 609 = OPT 
 +[LegSecurityID] 602 = CME_20140600_ESM4 C1810 
 +[LegCurrency] 556 = USD 
 +[LegMaturityMonthYear] 610 = 201406 
 +[LegStrikePrice] 612 = 181000 
 +[LegPutOrCall] 1358 = 1 (CALL) 
 +[LegSecurityExchange] 616 = CME_EqOp 
 +[LegSecurityDesc] 620 = SIM:E-mini S&P 500 Jun14 181000C 
 +[LegSymbol] 600 = ES 
 +[LegRatioQty] 623 = 1 
 +[LegSide] 624 = 1 (BUY) 
 +[LegSecurityType] 609 = OPT 
 +[LegSecurityID] 602 = CME_20140600_ESM4 P1810 
 +[LegCurrency] 556 = USD 
 +[LegMaturityMonthYear] 610 = 201406 
 +[LegStrikePrice] 612 = 181000 
 +[LegPutOrCall] 1358 = 0 (PUT) 
 +[LegSecurityExchange] 616 = CME_EqOp 
 +[LegSecurityDesc] 620 = SIM:E-mini S&P 500 Jun14 181000P 
 +</code>
  
 +[[developers:legacy_fix_api|T4 FIX API Home]]
  • developers/fixapi.securitydefinition.1755087235.txt.gz
  • Last modified: 2025/08/13 12:13
  • by rob